+67.8%
ZETA vs GSK
+31.2%
+36.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.1% | -4.2% |
| 7D | +2.7% | -1.8% | +4.5% | +2.5% |
| 30D | +15.8% | -2.2% | +18.0% | +15.6% |
| 3M | +35.4% | -1.8% | +37.2% | +35.3% |
| 6M | +67.1% | -10.6% | +77.7% | +66.8% |
| YTD | +54.1% | +4.4% | +49.6% | +49.6% |
| 1Y | +67.8% | +30.4% | +37.4% | +51.1% |
| All | +67.8% | +31.2% | +36.6% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling